In this talk, I will review some recent advances on deep generative models through the prism of Optimal Transport (OT). OT provides a way to define robust loss functions to perform high dimensional density fitting using generative models. This defines so called Minimum Kantorovitch Estimators (MKE) [1]. This approach is especially useful to recast several unsupervised deep learning methods in a unifying framework. Most notably, as shown respectively in [2,3] (and reviewed in [4]) Variational Autoencoders (VAE) and Generative Adversarial Networks (GAN) can be interpreted as (respectively primal and and dual) approximate MKE . This is a joint work with Aude Genevay and Marco Cuturi.